+76.5%
TNA vs VCLT
+17.1%
+59.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | -7.3% | -1.4% | -5.9% | -5.3% |
| 30D | -14.2% | -1.2% | -13.0% | -12.5% |
| 3M | -4.6% | -4.8% | +0.2% | +3.2% |
| 6M | +36.9% | -2.6% | +39.5% | +45.0% |
| YTD | +42.5% | -3.3% | +45.9% | +52.8% |
| 1Y | +45.8% | -4.8% | +50.6% | +60.0% |
| 3Y | +104.7% | +11.5% | +93.1% | +86.3% |
| 5Y | -21.7% | -17.0% | -4.7% | +1.2% |
| All | +76.5% | +17.1% | +59.5% | +143.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VCLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling